mklist_dvine2

Make list of pair copulas for dvinecopula2 object

internal

Functions for the analysis of time series using copula models.
The package is based on methodology described in the following references.
McNeil, A.J. (2021) <doi:10.3390/risks9010014>,
Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>,
Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.

Alexander McNeil

tscopula

Time Series Copula Models

Martin Bladt

mklist_dvine2 function

<dl><dt>x</dt>
<dd>an object of class dvinecopula2</dd>
<dt>maxlag</dt>
<dd>maximum possible lag to consider</dd>
<dt>truncate</dt>
<dd>logical variable stating whether to truncate copulas with negligible dependence</dd>
<dt>tol</dt>
<dd>tolerance for truncation</dd></dl>

Arguments

Make list of pair copulas for dvinecopula2 object — mklist_dvine2

<dl>

<dt>x</dt>
<dd>an object of class dvinecopula2</dd>


<dt>maxlag</dt>
<dd>maximum possible lag to consider</dd>


<dt>truncate</dt>
<dd>logical variable stating whether to truncate copulas with negligible dependence</dd>


<dt>tol</dt>
<dd>tolerance for truncation</dd>

</dl>

mklist_dvine2: Make list of pair copulas for dvinecopula2 object

Description

Usage

Value

Arguments